If you have access to the browser window, then the same technique will
work for an authenticated proxy, but you will have to type the username
and password in manually.

If this is not possible, for example on a remote CI server, then it is
not currently clear how to do this. This document will be updated when
more information is known. If you can help, please follow up on
https://github.com/cobrateam/splinter/issues/359.